Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 16'309 CHF | 17'909 CHF | 100.00% | 100.00% |
12.07.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 16'100 CHF | 17'700 CHF | 99.99% | 99.99% |
11.07.2024 | 9.04% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 16'927 CHF | 18'527 CHF | 99.99% | 99.99% |
10.07.2024 | 10.98% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 13'798 CHF | 15'398 CHF | 100.00% | 100.00% |
09.07.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 159'426 | 159'426 | 14'289 CHF | 15'889 CHF | 100.00% | 100.00% |
08.07.2024 | 9.47% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 159'724 | 159'724 | 16'127 CHF | 17'727 CHF | 99.99% | 99.99% |
05.07.2024 | 8.46% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 18'129 CHF | 19'729 CHF | 99.99% | 99.99% |
04.07.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 17'529 CHF | 19'129 CHF | 100.00% | 100.00% |
03.07.2024 | 9.22% | 0.11 CHF | 0.12 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 16'568 CHF | 18'168 CHF | 100.00% | 100.00% |
02.07.2024 | 11.25% | 0.09 CHF | 0.10 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 13'445 CHF | 15'045 CHF | 100.00% | 100.00% |